ludwigpacifici / order-book-pricer
Playing with C++17 and performance
☆13Updated 6 years ago
Alternatives and similar repositories for order-book-pricer:
Users that are interested in order-book-pricer are comparing it to the libraries listed below
- A c++ matching engine with limit order book☆33Updated 9 years ago
- Multithreaded order matching engine in C++11 using FIX protocol for Linux/Windows☆38Updated 8 years ago
- Simple Market Simulator implementation for HFT stress testing☆29Updated 11 years ago
- A minimalist, low-latency, HFT CME MDP3.0 C++ market data feed handler and pcap file reader (MDP 3.0)☆45Updated 5 months ago
- ☆38Updated 5 years ago
- DistributedATS is a FIX Protocol based multi matching engine exchange(CLOB) that integrates QuickFIX and LiquiBook over DDS☆74Updated 11 months ago
- C++ Binance Futures SDK.☆20Updated 3 years ago
- Simple limit order book and matching engine.☆30Updated 2 years ago
- FIX library generated with C++ PreProcessor to be used in latency sensitive context.☆29Updated 2 weeks ago
- Helix, a market data feed handler for C and C++.☆114Updated 7 years ago
- Tick-to-trade latency benchmark sources☆16Updated 7 years ago
- Dark Pool☆33Updated 5 years ago
- Order Book Implementation☆25Updated 12 years ago
- Collection of tidbits for HFT server config.☆47Updated 3 years ago
- Implementation of a orderbook data structure for LOB research capabilities.☆143Updated last year
- Quantitative Trading Library☆28Updated 8 years ago
- Ansible Playbook to deploy and configure services on remote or local host.☆9Updated this week
- C++ examples.☆161Updated this week
- A C++ ultra low latency trading engine with O(1) performance of order execution, order update, order cancel, O(log(n)) for order book ana…☆46Updated 4 years ago
- C++ low-latency in-memory order book☆87Updated 11 years ago
- High-throughput / low-latency C++ application framework☆67Updated 2 years ago
- A low-latency, high-throughput order matching system implementation.☆37Updated last year
- Diploma Thesis - High performance components for building a Trading Platform such as an ultra fast Matching Engine and Order Book Process…☆12Updated 3 years ago
- A mini matching engine in progress☆17Updated 8 years ago
- Binance Bincoin Exchange C++ API☆71Updated 4 months ago
- Proof of concept: High performance FIX semantics over WebSocket with SBE☆43Updated 2 years ago
- FIX order manager client for fix order routing in C++ using QuickFIX engine can be used for Trading Technologies (TT) or CQG and others☆13Updated 7 months ago
- Limit order book written in Rust☆72Updated 5 years ago
- Algorithmic Trading in C++☆38Updated 3 years ago
- Proprietary trading solution for high-frequency trading (HFT) and statistical arbitrage algorithms☆87Updated 11 years ago